In deep learning, is it possible to use discontinuous activation functions?
Even the first artificial neural network - Rosenblatt's perceptron [1] had a discontinuous activation function. That network is in introductory chapters of many textbooks about AI. For example, Michael Negnevitsky. Artificial intelligence: a guide to intelligent systems. Second Edition shows how to train such networks on pages 170-174.

Error backpropagation algorithm can be modified to accommodate discontinuous activation functions. The details are in paper [2]. That paper points out a possible application: training a neural network on micro-controllers. As the multiplication of the output of the previous layer $x_j$ by the weigth $w_{ij}$ is exspensive, the author suggested to approximate it with a left shift by $n$ bits (multiplication by $2^n$) for the corresponding $n$ in which case the activation function is discontinuous (a staircase). 

An example of a neural network with discontinuous activation functions applied to a restoration of degraded images is in Ref. [3]. Applications of recurrent neural networks with discontinuous activation functions to convex optimization problems are in Ref. [4]. Probably more examples can be found in the literature.

References


Rosenblatt, F. The perceptron: a probabilistic model for information storage and organization in the brain. Psychol Rev. 1958 Nov; 65(6):386-408. PMID: 13602029 DOI: 10.1037/h0042519 
Findlay, D.A. Training networks with discontinuous activation functions. 1989 First IEE International Conference on Artificial Neural Networks, (Conf. Publ. No. 313), London, UK, 1989, pp. 361-363.
Ferreira, L. V.; Kaszkurewicz, E.; Bhaya, A. Image restoration using L1-norm regularization and a gradient-based neural network with discontinuous activation functions. 2008 IEEE International Joint Conference on Neural Networks (IEEE World Congress on Computational Intelligence), Hong Kong, 2008, pp. 2512-2519.  DOI: 10.1109/IJCNN.2008.4634149 
Liu, Q.; Wang, J. Recurrent Neural Networks with Discontinuous Activation Functions for Convex Optimization. Integration of Swarm Intelligence and Artificial Neural Network, pp. 95-119 (2011) DOI: 10.1142/9789814280150_0004